So I guess you bought the last one from this:
link to aliexpress post.
Looks quite bad to be honest. No one here will probably be able to tell you what protections the zx300 has for short circuiting the balanced connection (or what the wiring in that adapter is like - one would think it's the two Bal grounds connected to the SE ground, but who the hell knows), but it's clear that you did short circuit the Bal output of your zx300, which isn't good. I would contact Sony for repair service.
Btw, that adapter would only be a valid electrical component if plugged into another adapter that converted back to a SE jack... which isn't a very likely use case.